BNP Paribas Call 30 PAH3 18.12.20.../  DE000PL1GGJ0  /

EUWAX
11/18/2024  9:27:56 AM Chg.-0.010 Bid10:53:11 AM Ask10:53:11 AM Underlying Strike price Expiration date Option type
0.840EUR -1.18% 0.820
Bid Size: 50,000
0.850
Ask Size: 50,000
PORSCHE AUTOM.HLDG V... 30.00 EUR 12/18/2026 Call
 

Master data

WKN: PL1GGJ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: PORSCHE AUTOM.HLDG VZO
Type: Warrant
Option type: Call
Strike price: 30.00 EUR
Maturity: 12/18/2026
Issue date: 11/15/2024
Last trading day: 12/17/2026
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.00
Leverage: Yes

Calculated values

Fair value: 0.89
Intrinsic value: 0.56
Implied volatility: 0.23
Historic volatility: 0.23
Parity: 0.56
Time value: 0.33
Break-even: 38.90
Moneyness: 1.19
Premium: 0.09
Premium p.a.: 0.04
Spread abs.: 0.03
Spread %: 3.49%
Delta: 0.81
Theta: 0.00
Omega: 3.24
Rho: 0.41
 

Quote data

Open: 0.840
High: 0.840
Low: 0.840
Previous Close: 0.850
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     -
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -